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Finanzmathematik II

Lecture: Prof. Dr. F. Biagini, Exercises: J. Widenmann

Date and Time

  • Lectures: Tue 10:15 to 12:15 (Room B 006) & Thu 10:15 to 12:15 (Room B 006).
  • Exercises: Tue 18:00 to 19:30 (Room: B046).
  • Tutorial 1: Mon 12:00 to 14:00 (Room: B047).
    Tutorial 2: Thu 18:00 to 20:00 (Room: B251).
  • Exam: Mo 7/25/2011 12:00 to 14:00 (Room: B005).
  • Retake Exam: Tue 10/18/2011 08:00 to 10:00 (Room: A027)
    Note that the retake exam covers all theoretical aspects, discussed in the lectures, i.e. through Section 4.11.

Further Information

  • There will be problem sheets every week of the semester. The sheets are NOT obligatory for participating in the final exam but it is strongly recommended to work on the problems. Students who want their solutions corrected have the possibility to return them in the exercises.
  • In the tutorials the students have the possibility to prepare the problem sheets on their own or in little groups. The tutors will give helpful hints and answers to questions and problems.
  • In the exercises there will be given solutions to selected problems as well as further helpful material to the lectures. Participation in both exercises and tutorials is strongly recommended.
  • A retake exam will be provided for all students who participated in the main exam or couldn't participate because of traceable reasons (disease, absence due to universitary duties,...). Students that couldn't participate are requested to prove their reasons of absence (doctor's certificate!,...) within 2 weeks after the main exam at the office of Jan Widenmann.
  • Grades (PDF, 165KB) of the main exam (participants who chose a pseudonym).
  • Grades (PDF, 22KB) of the retake exam (participants who chose a pseudonym).
  • On Tuesday 10/25/2011 12:00 to 13:00 students that participated in the retake exam can take a look on their corrected exams.

Lecture Notes

Part 01 (PDF, 134KB)          Part 06 (PDF, 094KB)          Part 11 (PDF, 144KB)          Appendix A (PDF, 81KB)
Part 02 (PDF, 107KB)          Part 07 (PDF, 088KB)          Part 12 (PDF, 148KB)          Appendix B (PDF, 73KB)
Part 03 (PDF, 096KB)          Part 08 (PDF, 120KB)                                                Appendix C (PDF, 46KB)
Part 04 (PDF, 062KB)          Part 09 (PDF, 101KB)
Part 05 (PDF, 122KB)          Part 10 (PDF, 127KB)

Problem and Answer Sheets

Problem Sheet 01 (PDF, 39KB)            Answer Sheet 01 (PDF, 72KB)
Problem Sheet 02 (PDF, 36KB)            Answer Sheet 02 (PDF, 42KB)
Problem Sheet 03 (PDF, 36KB)            Answer Sheet 03 (PDF, 60KB)
Problem Sheet 04 (PDF, 34KB)            Answer Sheet 04 (PDF, 49KB)
Problem Sheet 05 (PDF, 39KB)            Answer Sheet 05 (PDF, 50KB)
Problem Sheet 06 (PDF, 40KB)            Answer Sheet 06 (PDF, 50KB)
Problem Sheet 07 (PDF, 36KB)            Answer Sheet 07 (PDF, 71KB)
Problem Sheet 08 (PDF, 37KB)            Answer Sheet 08 (PDF, 49KB)
Problem Sheet 09 (PDF, 38KB)            Answer Sheet 09 (PDF, 42KB)
Problem Sheet 10 (PDF, 39KB)            Answer Sheet 10 (PDF, 60KB)
Problem Sheet 11 (PDF, 45KB)            Answer Sheet 11 (PDF, 66KB)